Ipopt  3.12.8
IpDenseGenMatrix.hpp
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1 // Copyright (C) 2005, 2009 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpDenseGenMatrix.hpp 2509 2014-11-21 10:07:35Z stefan $
6 //
7 // Authors: Andreas Waechter IBM 2005-12-24
8 
9 #ifndef __IPDENSEGENMATRIX_HPP__
10 #define __IPDENSEGENMATRIX_HPP__
11 
12 #include "IpUtils.hpp"
13 #include "IpMatrix.hpp"
14 #include "IpDenseVector.hpp"
15 #include "IpDenseSymMatrix.hpp"
16 
17 namespace Ipopt
18 {
19 
21  class DenseGenMatrixSpace;
22 
26  class DenseGenMatrix : public Matrix
27  {
28  public:
29 
32 
35  DenseGenMatrix(const DenseGenMatrixSpace* owner_space);
36 
40 
43 
49  {
50  initialized_ = true;
51  ObjectChanged();
52  return values_;
53  }
54 
58  const Number* Values() const
59  {
61  return values_;
62  }
63 
66  void Copy(const DenseGenMatrix& M);
67 
70  void FillIdentity(Number factor=1.);
71 
74  void ScaleColumns(const DenseVector& scal_vec);
75 
77  void AddMatrixProduct(Number alpha, const DenseGenMatrix& A,
78  bool transA, const DenseGenMatrix& B,
79  bool transB, Number beta);
80 
85  const MultiVectorMatrix& V1,
86  const MultiVectorMatrix& V2,
87  Number beta);
88 
95 
101  bool ComputeEigenVectors(const DenseSymMatrix& M,
102  DenseVector& Evalues);
103 
109  void CholeskyBackSolveMatrix(bool trans, Number alpha,
110  DenseGenMatrix& B) const;
111 
116  void CholeskySolveVector(DenseVector& b) const;
117 
123  void CholeskySolveMatrix(DenseGenMatrix& B) const;
124 
127  bool ComputeLUFactorInPlace();
128 
131  void LUSolveMatrix(DenseGenMatrix& B) const;
132 
135  void LUSolveVector(DenseVector& b) const;
136 
137  protected:
140  virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta,
141  Vector &y) const;
142 
143  virtual void TransMultVectorImpl(Number alpha, const Vector& x,
144  Number beta, Vector& y) const;
145 
148  virtual bool HasValidNumbersImpl() const;
149 
150  virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
151 
152  virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;
153 
154  virtual void PrintImpl(const Journalist& jnlst,
155  EJournalLevel level,
156  EJournalCategory category,
157  const std::string& name,
158  Index indent,
159  const std::string& prefix) const;
161 
162 
163  private:
173  DenseGenMatrix();
174 
177 
179  void operator=(const DenseGenMatrix&);
181 
183 
187 
190 
193  {
195  LU,
197  };
198 
201 
204  };
205 
209  {
210  public:
216  DenseGenMatrixSpace(Index nRows, Index nCols);
217 
220  {}
222 
225  {
226  return new DenseGenMatrix(this);
227  }
228 
231  virtual Matrix* MakeNew() const
232  {
233  return MakeNewDenseGenMatrix();
234  }
235 
236  };
237 
238  inline
240  {
242  }
243 
244 } // namespace Ipopt
245 #endif
Number * x
Input: Starting point Output: Optimal solution.
void CholeskyBackSolveMatrix(bool trans, Number alpha, DenseGenMatrix &B) const
Method for performing one backsolve with an entire matrix on the right hand side, assuming that the t...
SmartPtr< DenseGenMatrix > MakeNewDenseGenMatrix() const
Create a new DenseGenMatrix from same MatrixSpace.
void ScaleColumns(const DenseVector &scal_vec)
Method for scaling the columns of the matrix.
void AddMatrixProduct(Number alpha, const DenseGenMatrix &A, bool transA, const DenseGenMatrix &B, bool transB, Number beta)
Method for adding the product of two matrices to this matrix.
DenseGenMatrix()
Default Constructor.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
const DenseGenMatrixSpace * owner_space_
void ObjectChanged()
Objects derived from TaggedObject MUST call this method every time their internal state changes to up...
Vector Base Class.
Definition: IpVector.hpp:47
Class for dense symetrix matrices.
~DenseGenMatrix()
Destructor.
Dense Vector Implementation.
void LUSolveMatrix(DenseGenMatrix &B) const
Method for using a previously computed LU factorization for a backsolve with a matrix on the rhs...
void CholeskySolveVector(DenseVector &b) const
Method for performing a solve of a linear system for one vector, assuming that this matrix contains t...
EJournalLevel
Print Level Enum.
bool ComputeLUFactorInPlace()
Method for computing the LU factorization of an unsymmetric matrix.
Factorization factorization_
Flag indicating if and which factorization has been applied.
void Copy(const DenseGenMatrix &M)
Method for copying the content of another matrix into this matrix.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
DenseGenMatrix * MakeNewDenseGenMatrix() const
Method for creating a new matrix of this specific type.
Number * values_
Array for storing the matrix elements (one columns after each other)
bool initialized_
Flag indicating whether the values_ array has been initialized.
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
Matrix Base Class.
Definition: IpMatrix.hpp:27
Factorization
Enum for factorization type.
void operator=(const DenseGenMatrix &)
Overloaded Equals Operator.
Class for Matrices with few columns that consists of Vectors.
MatrixSpace base class, corresponding to the Matrix base class.
Definition: IpMatrix.hpp:239
This is the matrix space for DenseGenMatrix.
virtual void TransMultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix(transpose) vector multiply.
void LUSolveVector(DenseVector &b) const
Method for using a previously computed LU fatorization for a backsolve with a single vector...
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
void FillIdentity(Number factor=1.)
Set this matrix to be a multiple of the identity matrix .
const Number * Values() const
Retrieve the array that stores the matrix elements.
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
void CholeskySolveMatrix(DenseGenMatrix &B) const
Method for performing a solve of a linear system for one right-hand-side matrix, assuming that this m...
bool ComputeCholeskyFactor(const DenseSymMatrix &M)
Method for computing the Cholesky factorization of a positive definite matrix.
virtual void PrintImpl(const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent, const std::string &prefix) const
Print detailed information about the matrix.
Class for dense general matrices.
virtual Matrix * MakeNew() const
Overloaded MakeNew method for the MatrixSpace base class.
Class responsible for all message output.
virtual void ComputeColAMaxImpl(Vector &cols_norms, bool init) const
Compute the max-norm of the columns in the matrix.
Index * pivot_
Array for storing the pivot sequences if the matrix has been LU-factorized.
bool ComputeEigenVectors(const DenseSymMatrix &M, DenseVector &Evalues)
Method for computing an eigenvalue decomposition of the given symmetrix matrix M. ...
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
void HighRankUpdateTranspose(Number alpha, const MultiVectorMatrix &V1, const MultiVectorMatrix &V2, Number beta)
Method for adding a high-rank update to this matrix.
EJournalCategory
Category Selection Enum.
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
Number * Values()
Retrieve the array for storing the matrix elements.